I can't manually change the network settings because when I go to Settings -> General -> there is no network that I can select to change. I've tried a few of the Unlockit.co.nz profile for ATT PayGo but nothing is making me be able to send an MMS. I'm on the unlimited messaging plan and it'd be nice to be able to send pics. Thanks in advance!

Hi all, I've come up with a solution for this. Craig at unlockit.co.nz told me I needed to buy TetherMe from Cydia for $5. I did and “Cellular Data Network” became available in Settings>General>Network and is now editable. Then entered the MMS settings here (i.e. replacing the settings installed by TetherMe): Enabling MMS without jailbreaking on GoPhone (and others) (not tested) | iPhone APN Changer
MMS just successfully sent with cellular data turned on (thanks to GoPhone Data Profile downloaded from unlockit.co.nz). With cell data off, MMS won't send.
So, I now have data and MMS working with a AT&T GoPhone, and a $5/10MB/30day data "feature." Very pleased